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Modeling, Stochastic Control, Optimization, and Applications

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Cover of 'Modeling, Stochastic Control, Optimization, and Applications'

Table of Contents

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    Book Overview
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    Chapter 1 Uniform Polynomial Rates of Convergence for A Class of Lévy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
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    Chapter 2 Nudged Particle Filters in Multiscale Chaotic Systems with Correlated Sensor Noise
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    Chapter 3 Postponing Collapse: Ergodic Control with a Probabilistic Constraint
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    Chapter 4 Resource Sharing Networks and Brownian Control Problems
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    Chapter 5 American Option Model and Negative Fichera Function on Degenerate Boundary
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    Chapter 6 Continuous-Time Markov Chain and Regime Switching Approximations with Applications to Options Pricing
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    Chapter 7 Numerical Approximations for Discounted Continuous Time Markov Decision Processes
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    Chapter 8 Some Linear-Quadratic Stochastic Differential Games Driven by State Dependent Gauss-Volterra Processes
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    Chapter 9 Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games
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    Chapter 10 Lattice Dynamical Systems in the Biological Sciences
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    Chapter 11 Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock
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    Chapter 12 A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index
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    Chapter 13 Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics
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    Chapter 14 Equivalence of Fluid Models for Gt / GI / N + GI Queues
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    Chapter 15 Stochastic HJB Equations and Regular Singular Points ∗
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    Chapter 16 Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference
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    Chapter 17 Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models
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    Chapter 18 On Optimal Stopping and Impulse Control with Constraint
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    Chapter 19 Linear-Quadratic McKean-Vlasov Stochastic Differential Games
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    Chapter 20 Stochastic Multigroup Epidemic Models: Duration and Final Size
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    Chapter 21 H 2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems
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    Chapter 22 Time-Inconsistent Optimal Control Problems and Related Issues
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    Chapter 23 Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties
Attention for Chapter 16: Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference
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Chapter title
Information Diffusion in Social Networks: Friendship Paradox Based Models and Statistical Inference
Chapter number 16
Book title
Modeling, Stochastic Control, Optimization, and Applications
Published by
Springer, Cham, January 2019
DOI 10.1007/978-3-030-25498-8_16
Book ISBNs
978-3-03-025497-1, 978-3-03-025498-8
Authors

Vikram Krishnamurthy, Buddhika Nettasinghe

Mendeley readers

The data shown below were compiled from readership statistics for 8 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Unknown 8 100%

Demographic breakdown

Readers by professional status Count As %
Student > Ph. D. Student 3 38%
Professor 1 13%
Researcher 1 13%
Student > Master 1 13%
Unknown 2 25%
Readers by discipline Count As %
Computer Science 2 25%
Mathematics 1 13%
Business, Management and Accounting 1 13%
Physics and Astronomy 1 13%
Decision Sciences 1 13%
Other 0 0%
Unknown 2 25%